+590.9%
JPM vs TRMB
+121.9%
+469.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.2% |
| 7D | -0.7% | -3.0% | +2.4% | +0.6% |
| 30D | -2.5% | +2.3% | -4.8% | -3.6% |
| 3M | +14.1% | +15.3% | -1.2% | +6.8% |
| 6M | +25.1% | -14.7% | +39.8% | +32.0% |
| YTD | +12.1% | -26.4% | +38.5% | +25.3% |
| 1Y | +18.8% | -30.4% | +49.2% | +35.4% |
| 3Y | +163.4% | +13.5% | +149.9% | +139.4% |
| 5Y | +156.5% | -38.6% | +195.1% | +193.1% |
| All | +590.9% | +121.9% | +469.0% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling